The first building at this location where shows could be mounted was erected by the Duc de Richelieu around 1730, while after the Revolution the site was renamed Jardin de Tivoli and was the venue for fireworks displays. In 1880 it became the Palace Theatre, which housed shows of different types, including wrestling.

It was at the beginning of the First World War, however, that the modern Casino de Paris began to take shape, when the venue was converted into a cinema and music hall. The bombardments of the First World War caused performances to be interrupted, and it is when they resumed that the revue format which lasted through a good part of the twentieth century was established.